Strategy Tester Report
Generic A-TLP 11.94.7
Alpari-ECN1 (Build 988)

СимволGBPAUD (Great Britain Pound vs Australian Dollar)
Период15 Минут (M15) 2014.01.01 22:00 - 2016.11.02 23:59 (2014.01.01 - 2016.09.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Basic settings ====>"; Comm="GBPAUD M15 Generic A-TLP v.11.94"; MagicNumber=666666; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=6; Max_Spread_mode2_profit=0; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=75; Take_Profit=110; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=15; Entry_Break=3; Min_Volatility=30; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=85; DailyMA=0; DeltaMA=0.5; time_break=240; loss=75; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=3; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=0; Exit_Profit_Pips=0; ExitChannelTP=false; ma_period=2; Reverse_Profit=15; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="23:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="01:00"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Баров в истории70729Смоделировано тиков84047875Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред30
Чистая прибыль24.63Общая прибыль69.51Общий убыток-44.88
Прибыльность1.55Матожидание выигрыша0.35
Абсолютная просадка3.87Максимальная просадка14.87 (12.27%)Относительная просадка12.27% (14.87)
Всего сделок70Короткие позиции (% выигравших)30 (83.33%)Длинные позиции (% выигравших)40 (92.50%)
Прибыльные сделки (% от всех)62 (88.57%)Убыточные сделки (% от всех)8 (11.43%)
Самая большаяприбыльная сделка3.24убыточная сделка-5.73
Средняяприбыльная сделка1.12убыточная сделка-5.61
Максимальное количествонепрерывных выигрышей (прибыль)16 (18.87)непрерывных проигрышей (убыток)2 (-11.29)
Макс.непрерывная прибыль (число выигрышей)18.87 (16)непрерывный убыток (число проигрышей)-11.29 (2)
Среднийнепрерывный выигрыш8непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.09 00:00sell10.011.848200.000000.00000
22014.01.09 00:00modify10.011.848201.855701.83720
32014.01.09 02:34close10.011.846691.855701.837201.13101.13
42014.02.06 00:45buy20.011.827680.000000.00000
52014.02.06 00:45modify20.011.827681.820181.83868
62014.02.06 01:41close20.011.829181.820181.838681.12102.25
72014.02.13 00:30sell30.011.839580.000000.00000
82014.02.13 00:30modify30.011.839581.847081.82858
92014.02.13 02:30s/l30.011.847081.847081.82858-5.5696.69
102014.03.20 00:50sell40.011.831300.000000.00000
112014.03.20 00:50modify40.011.831301.838801.82030
122014.03.20 01:45close40.011.829661.838801.820301.2197.90
132014.04.02 23:12buy50.011.797720.000000.00000
142014.04.02 23:12modify50.011.797721.790221.80872
152014.04.03 03:00close50.011.798061.790221.808720.1098.00
162014.05.21 23:18buy60.011.828380.000000.00000
172014.05.21 23:18modify60.011.828381.820881.83938
182014.05.22 02:46close60.011.829351.820881.839380.5698.56
192014.05.28 23:15buy70.011.808820.000000.00000
202014.05.28 23:15modify70.011.808821.801321.81982
212014.05.29 01:30close70.011.810341.801321.819820.9799.54
222014.07.24 00:30sell80.011.804270.000000.00000
232014.07.24 00:30modify80.011.804271.811771.79327
242014.07.24 03:03close80.011.804261.811771.793270.0199.55
252014.09.11 00:03sell90.011.772040.000000.00000
262014.09.11 00:03modify90.011.772041.779541.76104
272014.09.11 00:25close90.011.770521.779541.761041.13100.68
282014.10.01 23:13buy100.011.852160.000000.00000
292014.10.01 23:13modify100.011.852161.844661.86316
302014.10.02 00:37close100.011.853711.844661.863160.99101.67
312014.11.13 00:27buy110.011.809010.000000.00000
322014.11.13 00:27modify110.011.809011.801511.82001
332014.11.13 01:53close110.011.810571.801511.820011.15102.82
342014.11.20 00:45sell120.011.821610.000000.00000
352014.11.20 00:45modify120.011.821611.829111.81061
362014.11.20 03:00close120.011.821291.829111.810610.24103.06
372014.11.26 23:36buy130.011.846270.000000.00000
382014.11.26 23:36modify130.011.846271.838771.85727
392014.11.27 00:29close130.011.848341.838771.857271.37104.43
402014.12.04 00:45sell140.011.869050.000000.00000
412014.12.04 00:45modify140.011.869051.876551.85805
422014.12.04 02:30close140.011.864691.876551.858053.24107.67
432014.12.10 23:00buy150.011.887440.000000.00000
442014.12.10 23:00modify150.011.887441.879941.89844
452014.12.10 23:27close150.011.889331.879941.898441.40109.07
462014.12.24 23:30buy160.011.916100.000000.00000
472014.12.24 23:30modify160.011.916101.908601.92710
482014.12.25 00:35close160.011.917791.908601.927101.10110.17
492014.12.25 00:39buy170.011.914760.000000.00000
502014.12.25 00:39modify170.011.914761.907261.92576
512014.12.25 00:40close170.011.916461.907261.925761.26111.43
522014.12.25 00:41buy180.011.915090.000000.00000
532014.12.25 00:41modify180.011.915091.907591.92609
542014.12.25 00:56close180.011.919251.907591.926093.08114.51
552014.12.31 23:53buy190.011.905460.000000.00000
562014.12.31 23:53modify190.011.905461.897961.91646
572015.01.02 00:29close190.011.907161.897961.916461.05115.56
582015.01.07 23:38buy200.011.870970.000000.00000
592015.01.07 23:38modify200.011.870971.863471.88197
602015.01.08 03:07s/l200.011.863471.863471.88197-5.72109.85
612015.01.22 00:00sell210.011.872650.000000.00000
622015.01.22 00:00modify210.011.872651.880151.86165
632015.01.22 00:25close210.011.869721.880151.861652.18112.03
642015.01.28 23:00sell220.011.916990.000000.00000
652015.01.28 23:00modify220.011.916991.924491.90599
662015.01.28 23:17close220.011.915371.924491.905991.20113.23
672015.01.28 23:24sell230.011.918030.000000.00000
682015.01.28 23:24modify230.011.918031.925531.90703
692015.01.29 00:29close230.011.916481.925531.907031.24114.47
702015.02.11 23:41buy240.011.974080.000000.00000
712015.02.11 23:41modify240.011.974081.966581.98508
722015.02.11 23:44close240.011.975611.966581.985081.13115.60
732015.02.11 23:45buy250.011.973950.000000.00000
742015.02.11 23:45modify250.011.973951.966451.98495
752015.02.12 02:30close250.011.975641.966451.984951.10116.70
762015.02.19 00:56sell260.011.977330.000000.00000
772015.02.19 00:56modify260.011.977331.984831.96633
782015.02.19 01:14close260.011.975701.984831.966331.21117.91
792015.02.26 00:42sell270.011.970490.000000.00000
802015.02.26 00:42modify270.011.970491.977991.95949
812015.02.26 02:29close270.011.968931.977991.959491.16119.07
822015.03.11 23:01buy280.011.967690.000000.00000
832015.03.11 23:01modify280.011.967691.960191.97869
842015.03.11 23:01close280.011.969291.960191.978691.19120.26
852015.03.11 23:11buy290.011.967730.000000.00000
862015.03.11 23:11modify290.011.967731.960231.97873
872015.03.12 03:30s/l290.011.960231.960231.97873-5.73114.53
882015.03.18 23:04sell300.011.924020.000000.00000
892015.03.18 23:04modify300.011.924021.931521.91302
902015.03.18 23:04s/l300.011.931521.931521.91302-5.56108.97
912015.04.09 00:05buy310.011.931060.000000.00000
922015.04.09 00:05modify310.011.931061.923561.94206
932015.04.09 00:25close310.011.934481.923561.942062.54111.51
942015.04.22 23:52sell320.011.938660.000000.00000
952015.04.22 23:52modify320.011.938661.946161.92766
962015.04.23 07:06close320.011.938771.946161.927660.01111.53
972015.04.30 00:01sell330.011.927810.000000.00000
982015.04.30 00:01modify330.011.927811.935311.91681
992015.04.30 03:14close330.011.927711.935311.916810.07111.60
1002015.06.11 00:00sell340.012.005770.000000.00000
1012015.06.11 00:00modify340.012.005772.013271.99477
1022015.06.11 00:30close340.012.004162.013271.994771.19112.79
1032015.06.11 00:35sell350.012.004600.000000.00000
1042015.06.11 00:35modify350.012.004602.012101.99360
1052015.06.11 01:33close350.012.003092.012101.993601.12113.91
1062015.06.24 23:22sell360.012.038430.000000.00000
1072015.06.24 23:22modify360.012.038432.045932.02743
1082015.06.25 02:33close360.012.037582.045932.027430.72114.63
1092015.07.23 00:02buy370.012.112520.000000.00000
1102015.07.23 00:02modify370.012.112522.105022.12352
1112015.07.23 00:28close370.012.114522.105022.123521.49116.12
1122015.08.06 00:05buy380.012.119910.000000.00000
1132015.08.06 00:05modify380.012.119912.112412.13091
1142015.08.06 00:37close380.012.121422.112412.130911.12117.24
1152015.08.13 00:24buy390.012.112970.000000.00000
1162015.08.13 00:24modify390.012.112972.105472.12397
1172015.08.13 00:30close390.012.114582.105472.123971.19118.43
1182015.09.02 23:01buy400.012.172340.000000.00000
1192015.09.02 23:01modify400.012.172342.164842.18334
1202015.09.02 23:13close400.012.174992.164842.183341.97120.40
1212015.09.03 00:09buy410.012.172350.000000.00000
1222015.09.03 00:09modify410.012.172352.164852.18335
1232015.09.03 03:00close410.012.172502.164852.183350.11120.51
1242015.09.09 23:24sell420.012.192440.000000.00000
1252015.09.09 23:24modify420.012.192442.199942.18144
1262015.09.09 23:42close420.012.190412.199942.181441.50122.01
1272015.09.10 00:02sell430.012.194310.000000.00000
1282015.09.10 00:03modify430.012.194312.201812.18331
1292015.09.10 01:41s/l430.012.201812.201812.18331-5.57116.44
1302015.09.24 00:04buy440.012.173970.000000.00000
1312015.09.24 00:04modify440.012.173972.166472.18497
1322015.09.24 00:26close440.012.175512.166472.184971.14117.58
1332015.10.08 00:33sell450.012.126890.000000.00000
1342015.10.08 00:33modify450.012.126892.134392.11589
1352015.10.08 01:00close450.012.125362.134392.115891.14118.72
1362015.10.14 23:02buy460.012.118010.000000.00000
1372015.10.14 23:02modify460.012.118012.110512.12901
1382015.10.14 23:52close460.012.119882.110512.129011.38120.10
1392015.11.05 00:30sell470.012.155330.000000.00000
1402015.11.05 00:30modify470.012.155332.162832.14433
1412015.11.05 02:50close470.012.153812.162832.144331.12121.22
1422015.11.12 00:55buy480.012.152320.000000.00000
1432015.11.12 00:55modify480.012.152322.144822.16332
1442015.11.12 01:45close480.012.153822.144822.163321.11122.33
1452015.11.18 23:01buy490.012.142710.000000.00000
1462015.11.18 23:01modify490.012.142712.135212.15371
1472015.11.19 03:07s/l490.012.135212.135212.15371-5.72116.61
1482015.11.25 23:29buy500.012.083390.000000.00000
1492015.11.25 23:29modify500.012.083392.075892.09439
1502015.11.26 00:26close500.012.085162.075892.094391.15117.77
1512015.12.03 00:03buy510.012.043180.000000.00000
1522015.12.03 00:03modify510.012.043182.035682.05418
1532015.12.03 00:25close510.012.046582.035682.054182.52120.29
1542015.12.17 00:08buy520.012.071430.000000.00000
1552015.12.17 00:08modify520.012.071432.063932.08243
1562015.12.17 00:30close520.012.072972.063932.082431.14121.43
1572015.12.24 00:59sell530.012.057070.000000.00000
1582015.12.24 00:59modify530.012.057072.064572.04607
1592015.12.24 01:17close530.012.055542.064572.046071.13122.56
1602015.12.30 23:00buy540.012.033080.000000.00000
1612015.12.30 23:00modify540.012.033082.025582.04408
1622015.12.31 00:25close540.012.034592.025582.044080.96123.52
1632016.01.07 00:02buy550.012.067830.000000.00000
1642016.01.07 00:02modify550.012.067832.060332.07883
1652016.01.07 00:42close550.012.069382.060332.078831.15124.67
1662016.02.04 00:37sell560.012.037510.000000.00000
1672016.02.04 00:37modify560.012.037512.045012.02651
1682016.02.04 02:05close560.012.035962.045012.026511.15125.82
1692016.02.10 23:41sell570.012.045430.000000.00000
1702016.02.10 23:41modify570.012.045432.052932.03443
1712016.02.11 02:06close570.012.043932.052932.034431.21127.03
1722016.02.25 00:51sell580.011.937980.000000.00000
1732016.02.25 00:51modify580.011.937981.945481.92698
1742016.02.25 01:28close580.011.936471.945481.926981.12128.15
1752016.03.03 00:30sell590.011.931770.000000.00000
1762016.03.03 00:30modify590.011.931771.939271.92077
1772016.03.03 02:30close590.011.930231.939271.920771.14129.29
1782016.03.17 00:05buy600.011.883980.000000.00000
1792016.03.17 00:05modify600.011.883981.876481.89498
1802016.03.17 00:44close600.011.885531.876481.894981.15130.44
1812016.03.17 00:45buy610.011.884130.000000.00000
1822016.03.17 00:45modify610.011.884131.876631.89513
1832016.03.17 01:05close610.011.885771.876631.895131.22131.66
1842016.04.20 23:56buy620.011.838410.000000.00000
1852016.04.20 23:56modify620.011.838411.830911.84941
1862016.04.21 03:14close620.011.838661.830911.849410.02131.68
1872016.04.27 23:42buy630.011.914370.000000.00000
1882016.04.27 23:42modify630.011.914371.906871.92537
1892016.04.27 23:55close630.011.916031.906871.925371.23132.91
1902016.04.28 00:03buy640.011.912740.000000.00000
1912016.04.28 00:03modify640.011.912741.905241.92374
1922016.04.28 03:03close640.011.912751.905241.923740.01132.92
1932016.06.09 00:00buy650.011.938650.000000.00000
1942016.06.09 00:00modify650.011.938651.931151.94965
1952016.06.09 03:49close650.011.938691.931151.949650.03132.95
1962016.06.22 23:40sell660.011.960410.000000.00000
1972016.06.22 23:40modify660.011.960411.967911.94941
1982016.06.23 00:29s/l660.011.967911.967911.94941-5.47127.49
1992016.06.30 00:00buy670.011.801230.000000.00000
2002016.06.30 00:00modify670.011.801231.793731.81223
2012016.06.30 00:25close670.011.803161.793731.812231.43128.92
2022016.07.21 00:02sell680.011.769690.000000.00000
2032016.07.21 00:02modify680.011.769691.777191.75869
2042016.07.21 00:07s/l680.011.777191.777191.75869-5.56123.36
2052016.08.10 23:18sell690.011.689600.000000.00000
2062016.08.10 23:18modify690.011.689601.697101.67860
2072016.08.11 00:25close690.011.688021.697101.678601.26124.62
2082016.08.17 23:58buy700.011.703430.000000.00000
2092016.08.17 23:58modify700.011.703431.695931.71443
2102016.08.18 03:15close700.011.703651.695931.714430.01124.63